+21.9%
CCL vs ARMK
+41.1%
-19.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.2% | +11.4% | +9.3% |
| 7D | +11.6% | -5.8% | +17.4% | +14.7% |
| 30D | +22.5% | -5.3% | +27.8% | +25.3% |
| 3M | +6.4% | -6.7% | +13.1% | +9.6% |
| 6M | +23.4% | +17.4% | +6.0% | +10.7% |
| YTD | +4.2% | +43.0% | -38.8% | -17.8% |
| 1Y | +21.9% | +40.3% | -18.4% | -2.4% |
| All | +21.9% | +41.1% | -19.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling